Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 65 | — |
| Standard deviation | 4.15 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 4.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 79 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 86 | — |
| Standard deviation | 6.27 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 138.91K | — |
| 3-year earnings growth | 9.92 | — |
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/mutual_funds/world/risk
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